+119.5%
MTB vs ALLY
+182.8%
-63.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | +0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.3% |
| 30D | +1.4% | +1.1% | +0.3% | +0.7% |
| 3M | -11.6% | -13.2% | +1.6% | -4.8% |
| 6M | +5.4% | -13.5% | +18.9% | +13.3% |
| YTD | +11.7% | -14.3% | +26.0% | +20.1% |
| 1Y | +20.5% | -1.1% | +21.7% | +19.8% |
| 3Y | +104.5% | +62.0% | +42.5% | +49.7% |
| 5Y | +65.1% | -9.6% | +74.7% | +58.0% |
| 10Y | +119.5% | +176.0% | -56.4% | +5.7% |
| All | +119.5% | +182.8% | -63.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling